+54.4%
SAP vs MRNA
-70.5%
+124.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.6% |
| 7D | -5.1% | -8.2% | +3.1% | -4.8% |
| 30D | -1.8% | +125.6% | -127.3% | -8.4% |
| 3M | +20.9% | +197.1% | -176.1% | +9.7% |
| 6M | +7.0% | +148.5% | -141.5% | -1.7% |
| YTD | -13.7% | +363.3% | -377.0% | -26.1% |
| 1Y | -19.6% | +462.0% | -481.6% | -32.9% |
| 3Y | +52.4% | +26.9% | +25.5% | +43.1% |
| 5Y | +54.4% | -69.6% | +124.0% | +50.5% |
| All | +54.4% | -70.5% | +124.9% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MRNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling